Here's an easy way to check other app windows without really leaving the app you are in.

If you have your mouse pointer hovering over an application icon in the dock and you invoke App Exposť with a four-finger downward swipe, 10.7 will show the application windows open in that app and not for the app that is currently in focus. A four-finger up swipe will return you to the focused app.

For example, if you are in Mail and your pointer is sitting on the Safari icon in the dock, all of the Safari windows will be exposed.

[crarko adds: This took me a few tries to get working successfully, but as with many gestures practice makes it go fairly smoothly.]

Yeah, that should be a bug. I setup the low-left hotcorner to all application's windows and the low-right one to desktop (I don't have gestures, unfortunately). When in full screen none of them work. I actually opened a bug report about it, hopefully Apple will fix it.